Geodesics and curvature of the quotient-affine metrics on full-rank correlation matrices

DOI10.1007/978-3-030-80209-7_11MaRDI QIDQ2117832zbMATH OpenOpenAlexFDO

Authors Yann Thanwerdas, Xavier Pennec

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-80209-7_11

zbMATH Keywords

correlation matricesquotient manifoldquotient-affine metricRiemannian geometrySPD matrices

Mathematics Subject Classification ID

Special matrices (15Bxx) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A Riemannian structure for correlation matrices
• Clustering in Hilbert's projective geometry: the case studies of the probability simplex and the elliptope of correlation matrices
• scientific article; zbMATH DE number 3928102 (Why is no real title available?)
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• Riemannian geometry
• Simplicial faces of the set of correlation matrices
• Symplectic Geometry
• The fundamental equations of a submersion

Cited in

(13)

• Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
• Introduction to Riemannian Geometry and Geometric Statistics: From Basic Theory to Implementation with Geomstats
• Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks
• Characterization of invariant inner products
• Geodesic of the Quotient-Affine Metrics on Full-Rank Correlation Matrices
• Permutation-invariant log-Euclidean geometries on full-rank correlation matrices
• Anomaly detection of time series correlations via a novel Lie group structure
• Introduction to correlation networks: interdisciplinary approaches beyond thresholding
• Approximating maps into manifolds with lower curvature bounds
• Manifold-valued models for analysis of EEG time series data
• A Riemannian tool for clustering of geo-spatial multivariate data
• Quotient geometry of bounded or fixed-rank correlation matrices

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